I picked up the form from the Immigration office which comea with 2 sticky address labels, you put ur address on both and then they use one to send notification of receiving your application and the presumably to notify you on attending the interview stage. (still waiting on that)
I went and applied on the 25th Floor of the building in Wan Chai - basically picked the form up there, went downstairs to the photocopy place and then posted it back up on the 25th floor. Took about 20 mins, most of the time was trying to figure out how to get to the 25th floor (separate lifts for floors past 11 or 13)
That my experience but not sure how it works applying from overseas